+109.0%
KLAC vs RACE
-15.2%
+124.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +10.6% | -1.0% | +11.6% | +10.8% |
| 30D | -4.5% | -1.5% | -3.0% | -4.3% |
| 3M | -10.3% | +15.5% | -25.7% | -13.9% |
| 6M | +40.9% | +17.3% | +23.6% | +34.2% |
| YTD | +56.1% | +11.1% | +45.0% | +50.4% |
| 1Y | +109.0% | -14.3% | +123.3% | +111.0% |
| All | +109.0% | -15.2% | +124.2% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling